+48.4%
RSP vs FOXA
+76.9%
-28.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.9% |
| 7D | +2.4% | +2.7% | -0.3% | +1.6% |
| 30D | +4.3% | +10.0% | -5.7% | +1.5% |
| 3M | -0.3% | +5.0% | -5.3% | -2.0% |
| 6M | +9.8% | +3.4% | +6.4% | +7.6% |
| YTD | +16.8% | -5.5% | +22.3% | +17.5% |
| 1Y | +19.5% | +5.5% | +14.0% | +15.6% |
| 3Y | +65.1% | +139.3% | -74.1% | +16.5% |
| All | +48.4% | +76.9% | -28.5% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FOXA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling